-
1
-
-
0035607654
-
Weak solutions of SPDEs and backward doubly stochastic differential equations
-
V. Bally, A. Matoussi, Weak solutions of SPDEs and backward doubly stochastic differential equations, J. Theoret. Probab. 14 (1) (2001) 125-164.
-
(2001)
J. Theoret. Probab.
, vol.14
, Issue.1
, pp. 125-164
-
-
Bally, V.1
Matoussi, A.2
-
2
-
-
0002243466
-
-
Series, Longman, Harlow
-
G. Barles, E. Lesigne, SDE, BSDE and PDE, Pitman Research Notes in Mathematics, Series, Vol. 364, Longman, Harlow, 1997, pp. 47-82.
-
(1997)
SDE, BSDE and PDE, Pitman Research Notes in Mathematics
, vol.364
, pp. 47-82
-
-
Barles, G.1
Lesigne, E.2
-
3
-
-
0005359869
-
Stochastic viscosity solutions for nonlinear stochastic partial differential equations, II
-
R. Buckdahn, Y. Ma, Stochastic viscosity solutions for nonlinear stochastic partial differential equations, II, Stochastic Process. Appl. 93 (2) (2001) 205-228.
-
(2001)
Stochastic Process. Appl.
, vol.93
, Issue.2
, pp. 205-228
-
-
Buckdahn, R.1
Ma, Y.2
-
4
-
-
0036630469
-
Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs
-
R. Buckdahn, Y. Ma, Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs, Ann. Probab. 30 (3) (2002) 1131-1171.
-
(2002)
Ann. Probab.
, vol.30
, Issue.3
, pp. 1131-1171
-
-
Buckdahn, R.1
Ma, Y.2
-
7
-
-
0003537037
-
-
2nd Edition, North-Holland, Amsterdam
-
N. Ikeda, S. Watanabe, Stochastic Differential Equations and Diffusion Processes, 2nd Edition, North-Holland, Amsterdam, 1990.
-
(1990)
Stochastic Differential Equations and Diffusion Processes
-
-
Ikeda, N.1
Watanabe, S.2
-
8
-
-
0000254487
-
Stochastic differential equations and stochastic flow of diffeomorphisms
-
École d'été de probabilités de Saint-Flour, Vol. XII, pp. 143-303 Springer, Berlin
-
H. Kunita, Stochastic differential equations and stochastic flow of diffeomorphisms, École d'été de probabilités de Saint-Flour, Vol. XII, pp. 143-303, Lecture Notes in Mathematics, Vol. 1097, Springer, Berlin, 1984.
-
(1984)
Lecture Notes in Mathematics
, vol.1097
-
-
Kunita, H.1
-
9
-
-
0002556345
-
Applications of Malliavin calculus, II
-
S. Kusuoka, D.W. Stroock, Applications of Malliavin calculus, II, J. Fac. Sci. Univ. Tokyo IA Math. 32 (1) (1985) 1-76.
-
(1985)
J. Fac. Sci. Univ. Tokyo IA Math.
, vol.32
, Issue.1
, pp. 1-76
-
-
Kusuoka, S.1
Stroock, D.W.2
-
10
-
-
0034668477
-
Uniqueness of weak solutions of fully nonlinear stochastic partial differential equations
-
P.-L. Lions, P.E. Souganidis, Uniqueness of weak solutions of fully nonlinear stochastic partial differential equations, C. R. Acad. Sci. Paris Sér. I Math. 331 (10) (2000) 783-790.
-
(2000)
C. R. Acad. Sci. Paris Sér. I Math.
, vol.331
, Issue.10
, pp. 783-790
-
-
Lions, P.-L.1
Souganidis, P.E.2
-
12
-
-
0002064777
-
Filtrage non linéaire et équations aux dérivé es partielles associćes
-
École d' Été de Probabilités de Saint-Flour, Vol. XIX Springer, Berlin
-
E. Pardoux, Filtrage non linéaire et équations aux dérivées partielles associćes, École d' Été de Probabilités de Saint-Flour, Vol. XIX, Lecture Notes in Mathematics, Vol. 1464, Springer, Berlin, 1991, pp. 67-163.
-
(1991)
Lecture Notes in Mathematics
, vol.1464
, pp. 67-163
-
-
Pardoux, E.1
-
13
-
-
21344492007
-
Backward doubly SDEs and system of semilinear SPDEs
-
E. Pardoux, S. Peng, Backward doubly SDEs and system of semilinear SPDEs, Probab. Theory Related Fields 98 (1994) 209-227.
-
(1994)
Probab. Theory Related Fields
, vol.98
, pp. 209-227
-
-
Pardoux, E.1
Peng, S.2
-
14
-
-
0003522826
-
-
Springer, Berlin
-
P. Protter, Stochastic Integration and Differential Equation, a New Approach, Applied Mathematics, Springer, Berlin, 1995.
-
(1995)
Stochastic Integration and Differential Equation, a New Approach, Applied Mathematics
-
-
Protter, P.1
-
16
-
-
0039493335
-
The Malliavin calculus
-
M. Zakaï, The Malliavin calculus, Acta. Appl. Math. 3 (1985) 175-207.
-
(1985)
Acta. Appl. Math.
, vol.3
, pp. 175-207
-
-
Zakaï, M.1
|